FF Crisis Core
FF IV Anniversay
Y's 1 and 2
Y's Oath
Y's Arc
Y's Seven
Legend of Heroes: Trails in the Sky (Must have for any JRPG fan!!!)
Prinny: Can I really be a hero?
Disgaea Infinite
Lunar: The Silver Star (remake)
Breath of Fire 3 (European)
Tactics Ogre
Jeane De' Arc (must have for any JRPG strategy fan)
Yggdrasil
Knights in the Nightmare
and I think I may have 1 or 2 more I forgot about.....

As far as suggestions go, I say go look up reviews of all the Aksyss games and Atlus titles, pick what looks as though will tickle your fancy.... Accompany that with Disgaea Afternoon of Darkness and Final Fantasy Crisis Core..... and you've got yourself an awesome start to your PSP library!! Well if you like JRPG's that is.....